High breakdown-point and high efficiency robust estimates for regression (Q578791)
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English | High breakdown-point and high efficiency robust estimates for regression |
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High breakdown-point and high efficiency robust estimates for regression (English)
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1987
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high efficiency
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robust estimates
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linear model
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MM-estimates
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three- stage procedure
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initial regression estimate
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high breakdown-point
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M- estimate of the errors scale
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residuals
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M-estimate of the regression parameters
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redescending psi-function
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Consistency
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asymptotical normality
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iterative numerical algorithm
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asymptotic biases
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contamination
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optimal bounded influence estimates
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